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29553 MSCPAIR@EC2606A

Call / Underlying: 0293 CATHAY PAC AIR

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
14098 CATHAY PAC AIR 0293 MB 13 10.3 OTM 32.15% 03-02-2026  
15013 CATHAY PAC AIR 0293 CI 12.5 6 OTM 32.40% 27-11-2026  
15127 CATHAY PAC AIR 0293 BI 13.02 10.4 OTM 34.82% 27-01-2026  
15699 CATHAY PAC AIR 0293 SG 12.52 6.2 OTM 30.21% 20-11-2026  
17019 CATHAY PAC AIR 0293 HU 12.97 10 OTM 30.77% 21-05-2026  
17356 CATHAY PAC AIR 0293 CT 12.52 6.2 OTM 29.74% 20-11-2026  
29369 CATHAY PAC AIR 0293 JP 12.93 9.7 OTM 32.47% 30-06-2026  
29670 CATHAY PAC AIR 0293 HS 12.95 9.8 OTM 31.20% 29-05-2026  
29838 CATHAY PAC AIR 0293 UB 12.97 10 OTM 32.07% 21-05-2026  
29868 CATHAY PAC AIR 0293 CT 12.97 10 OTM 32.44% 21-05-2026  

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Terms

Code 29553          
Underlying CATHAY PAC AIR          
Call/Put Call          
Issuer MS          
Warrant Price 0.105          
Strike 12.95          
Maturity Date (D-M-Y) 23-06-2026          
Conversion Ratio 0.2          
Board Lot 5,000          
Total Issue (Million) 68          
Last Trading Date (D-M-Y) 16-06-2026          
Time to Maturity 190day(s)          

Indicators

Implied Volatility 31.67%%          
Hist. Vol (30-days) 20.76%          
Effective Gearing 7.7X          
Gearing 22.5X          
Premium 14.29%          
Outstanding Quantity (M) 1.54          
Outstanding Quantity 2.26%          
Moneyness 9.8 OTM          
Theta -0.7067%          
Delta 34.08%          
Last Update : 15-12-2025 16:20 (15 mins delayed)